-20.8%
TLT vs SPYG
+420.3%
-441.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -1.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.7% |
| 30D | -1.3% | -1.9% | +0.6% | -1.5% |
| 3M | -3.7% | +5.2% | -8.9% | -3.3% |
| 6M | -6.4% | +15.6% | -21.9% | -5.3% |
| YTD | -4.5% | +12.4% | -16.9% | -3.6% |
| 1Y | -5.9% | +17.5% | -23.3% | -4.6% |
| 3Y | -2.8% | +98.1% | -100.9% | +3.9% |
| 5Y | -35.1% | +84.9% | -120.0% | -31.6% |
| All | -20.8% | +420.3% | -441.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling